Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
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- Jiang, Feiyu & Li, Dong & Zhu, Ke, 2021. "Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model," Journal of Econometrics, Elsevier, vol. 224(2), pages 306-329.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2019-07-22 (Econometrics)
- NEP-ETS-2019-07-22 (Econometric Time Series)
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